-49.7%
TSLQ vs SIRI
+28.3%
-78.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.6% | +14.6% | +11.5% |
| 7D | -5.8% | +1.6% | -7.4% | -5.5% |
| 30D | -22.1% | -4.7% | -17.4% | -22.7% |
| 3M | +10.1% | +5.3% | +4.8% | +12.3% |
| 6M | -6.8% | +30.5% | -37.3% | -3.8% |
| YTD | +8.5% | +49.6% | -41.1% | +10.7% |
| 1Y | -49.7% | +28.5% | -78.2% | -45.6% |
| All | -49.7% | +28.3% | -78.1% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling